Trading system based on price ranges

подснежник
middle line = MA ((high + low + close) 3, m)
upper band = middle line + MA (high - low, m)
lower band = middle line - MA (high - low, m)

MA (high - low, m) denotes the length of the moving average of the averaging parameter m of span candles high - low. Midline Keltner Channels is a moving average (with a period m) the average price of candles (high + low + close) 3, and the upper and lower limits are obtained by a shift of the center line on the value of the average range of candles. To make the system on the basis of such a channel more versatile, you can enter a factor that regulates the bandwidth proportional to the average volatility of the original, then the equations for the lines become

upperlower bands = middle line + rMA (high - low, m),

where r - configurable parameter of the system.

STARC Bands (Stoller average range channels) - proposed by Manning Stoller species ranges of variable width, using a measure of volatility ATR

upper band = MA (n) + rATR (m)
lower band = MA (n) - rATR (m)

Average SMS line STARC Bands - moving average of the price range and the width is proportional to the volatility indicator ATR (m); n, m and r - custom system settings.

Another example is a system based on ATR (VolatilitySyst_ATR)

Enter long Cross (C, (C + wATR) [1])
Enter short Cross ((C + wATR) [1], C)

Parabolic SAR (Parabolic) volatility is also a system that uses a specially computed bounds volatility to flip positions. Itself Parabolic indicator is designed as a trading system (Parabolic Stop and Revers), so its use in trade rules do not require additional programming constructs. However, in most markets, trading in this system leads to a loss due to frequent coups positions in periods of consolidation schedules. So the indicator Parabolic SAR is used in practice in conjunction with any trend indicators, allowing to allocate the right moment to make a transaction.

The simplest option is to add Parabolic moving average and the open position in the direction of the trend indicator (Parabolic & MA)

Enter long
C [1] SAR [1], AND C SAR
AND C MA
Enter short
C [1] SAR [1], AND C SAR
AND C MA

Existing as many approaches that Parabolic not used for the entrance and exit of the positions opened by any other trading system.

Trading system based on the channel

Channel (channel) is called a kind of price range, the limits of which are extreme price values defined for a certain period of time

upper band = HHV (Ref (HIGH, -1), periods)
lower band = LLV (Ref (LOW, -1), periods),

where periods - setting of this channel (look-bask period - the preview window). The current value of the upper limit, according to this definition, most of the high values for the previous candle n (n = periods). Accordingly, the current value of the lower bound is the smallest of the values of the previous low n candles. All of the above considerations on the construction of trading systems based on price ranges applicable to this variation. By selecting different rules of opening and closing positions, you can get the corresponding set of trading systems.